Al
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cf88bc7f65
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[optimization] implemented Google's FTRL-Proximal, adapted for the multiclass/multinomial case. It is L1 and L2 regularized, and should both encourage sparsity with the L1 penalty while being robust to collinearity of features due to the L2 penalty. Ref: https://research.google.com/pubs/archive/41159.pdf
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2017-04-02 14:28:25 -04:00 |
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